A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation

DOI10.1137/0730081zbMath0796.65141OpenAlexW1991844320MaRDI QIDQ4285941

Russel E. Caflisch, William J. Morokoff

Publication date: 21 April 1994

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0730081

zbMATH Keywords

convergenceheat equationnumerical examplesNavier-Stokes equationreaction-diffusion equationvariance reductionnonlinear Boltzmann equationexperimental resultsrandom vortex methodquasi-Monte Carlo simulationMonte Carlo particle simulationquasi-random simulation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reaction-diffusion equations (35K57) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Heat equation (35K05) Navier-Stokes equations (35Q30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Applications to the sciences (65Z05)

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Uses Software

• TOMS659
• Algorithm 647

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